A GENERALIZATION OF POLYAK CONVERGENCE RESULT FOR SUBGRADIENT OPTIMIZATION Academic Article uri icon

abstract

  • This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach. 1987 The Mathematical Programming Society, Inc.

published proceedings

  • MATHEMATICAL PROGRAMMING

author list (cited authors)

  • ALLEN, E., HELGASON, R., KENNINGTON, J., & SHETTY, B.

citation count

  • 42

complete list of authors

  • ALLEN, E||HELGASON, R||KENNINGTON, J||SHETTY, B

publication date

  • October 1987